Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical

Wenming Hong, Ke Zhou

Published 2013-02-13, updated 2013-02-26Version 3

In this paper, we consider the $(1,R)$ state-dependent reflecting random walk (RW) on the half line, allowing the size of jumps to the right at maximal $R$ and to the left only 1. We provide an explicit criterion for positive recurrence and the explicit expression of the stationary distribution based on the intrinsic branching structure within the walk. As an application, we obtain the tail asymptotic of the stationary distribution in the "near critical" situation.